\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Int. Equity     &      -0.309&       0.757&       2.692&       0.612&      -1.477&       1.217&       0.984&       0.465&       0.478\\
                &     (0.409)&     (1.059)&     (0.795)&     (0.767)&     (8.123)&     (1.068)&     (0.613)&     (1.195)&     (0.550)\\
[1em]
Fwd. CIP Ret. PC1&     -0.0595&     -0.0322&     -0.0586&     -0.0752&     -0.0405&      -0.101&      0.0299&      -0.146&     -0.0486\\
                &    (0.0354)&    (0.0721)&    (0.0416)&    (0.0396)&    (0.0310)&    (0.0731)&     (0.152)&     (0.110)&    (0.0199)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.047&       0.047&       0.052&       0.058&       0.014&       0.006&       0.097&       0.043&            \\
H1 p-value      &       0.051&       0.970&       0.016&       0.825&       0.943&       0.302&       0.306&       0.639&       0.966\\
KZ p-value      &       0.000&       0.545&       0.217&       0.016&       0.001&       0.069&       0.077&       0.864&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         126&         126&         126&         126&         126&         126&         126&         126&            \\
N (mean, mos.)  &         388&         312&         446&         300&         126&         198&        1133&         359&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
